+203.4%
TGT vs PEGA
+180.6%
+22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -5.0% | -5.3% | +0.3% | -4.2% |
| 30D | +3.0% | +8.3% | -5.2% | +1.5% |
| 3M | +22.6% | +8.9% | +13.7% | +20.2% |
| 6M | +31.2% | -19.7% | +50.9% | +34.7% |
| YTD | +63.7% | -39.9% | +103.6% | +75.7% |
| 1Y | +78.5% | -36.4% | +114.9% | +88.7% |
| 3Y | +40.5% | +52.8% | -12.3% | +17.9% |
| 5Y | -25.6% | -45.7% | +20.1% | -26.0% |
| All | +203.4% | +180.6% | +22.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling